A new De Vylder type approximation of the ruin probability in infinite time
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More about this item
KeywordsRisk process; Ruin probability; De Vylder approximation; Pollaczeck-Khinchine formula;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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